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Create a free account to open The singular value decomposition. The free chapters of Advanced Linear Algebra stay readable without one.

orthogonal projection onto a subspace

\operatorname{proj}_W(\mathbf v) — summing single-vector projections onto an orthogonal basis of W.

Given a subspace W with orthogonal basis \{\mathbf w_1,\dots,\mathbf w_k\}, the orthogonal projection of \mathbf v onto W is \operatorname{proj}_W(\mathbf v)=\sum_i \frac{\mathbf v\cdot\mathbf w_i}{\mathbf w_i\cdot\mathbf w_i}\mathbf w_i — each term is last chapter's line-projection formula, computable independently because orthogonality lets each coefficient be read off from a single dot product. The result depends only on W and \mathbf v, not on which orthogonal basis is used.

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